Preheat your oven to 425°F. (220°C) Grease a 9×13 glass casserole dish with butter and set aside.
Heat about 2 tablespoons of olive oil in a large skillet over medium-high heat. Once the oil is hot, add the sliced leeks and cook, stirring often, until softened.
Add the garlic and cook until fragrant. Transfer the leek mixture to a large heatproof bowl. Add the shredded Brussels sprouts and toss to combine. Set aside.
In the same skillet, add the heavy cream, 1 cup of shredded Gouda, 1/4 cup of the Parmesan cheese, salt, pepper, and fresh thyme. Bring to a simmer, stirring constantly, until the cheeses are melted and the sauce has thickened. The sauce should be thick enough to coat the back of a spoon.
Pour the sauce over the Brussels sprout and leek mixture. And toss until everything is well coated.
Spoon the mixture into your prepared casserole dish. Sprinkle the breadcrumbs evenly over the top, followed by the remaining Gouda and Parmesan cheese.
Bake for 20–25 minutes, or until the Brussels sprouts are tender.
Switch your oven to broil and broil until the top is golden brown and bubbly.
Remove from the oven and let cool for 5–10 minutes before serving.
Enjoy!